+7.4%
O vs XPO
+306.2%
-298.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -0.9% |
| 7D | -0.4% | +9.0% | -9.3% | -1.0% |
| 30D | +7.1% | +4.2% | +3.0% | +6.7% |
| 3M | -5.2% | -8.7% | +3.4% | -4.7% |
| 6M | -1.8% | -2.8% | +1.0% | -1.8% |
| YTD | +9.1% | +41.9% | -32.8% | +5.7% |
| 1Y | +9.7% | +42.3% | -32.6% | +6.2% |
| 3Y | +39.1% | +127.3% | -88.1% | +25.1% |
| All | +7.4% | +306.2% | -298.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling